OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
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ChangePriceLevel Struct Reference

Public Types

enum  

Public Member Functions

 ChangePriceLevel ()
 ChangePriceLevel (const char *data, std::size_t dataSize)
void deserialize (const char *data, std::size_t dataSize)
void reset ()
std::string toString () const

Public Attributes

MarketId marketId
Side::Enum side
char priceLevelPosition
Price price
int quantity
short orderCount
int impliedQuantity
short impliedOrderCount
DateTime timestamp

Detailed Description

Definition at line 36 of file ChangePriceLevel.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message type constant.

Enumerator
messageType 's' 

Definition at line 39 of file ChangePriceLevel.h.

Constructor & Destructor Documentation

◆ ChangePriceLevel() [1/2]

Default constructor.

◆ ChangePriceLevel() [2/2]

ChangePriceLevel ( const char * data,
std::size_t dataSize )

Initialize from raw message data.

Member Function Documentation

◆ deserialize()

void deserialize ( const char * data,
std::size_t dataSize )

Deserialize from raw data.

◆ reset()

void reset ( )

Reset all fields to default values.

◆ toString()

std::string toString ( ) const

Returns string representation.

Member Data Documentation

◆ impliedOrderCount

short impliedOrderCount

Number of implied orders at the price level.

Definition at line 67 of file ChangePriceLevel.h.

◆ impliedQuantity

int impliedQuantity

Quantity that were implied.

Definition at line 64 of file ChangePriceLevel.h.

◆ marketId

MarketId marketId

Unique identifier of the market.

Definition at line 45 of file ChangePriceLevel.h.

◆ orderCount

short orderCount

Number of all orders at the price level.

Definition at line 61 of file ChangePriceLevel.h.

◆ price

Price price

Value of price for the level. OrderPriceDenominator for the market should be applied to get the real price.

Definition at line 55 of file ChangePriceLevel.h.

◆ priceLevelPosition

char priceLevelPosition

Position of the price level.

Definition at line 51 of file ChangePriceLevel.h.

◆ quantity

int quantity

Total quantity at the price level.

Definition at line 58 of file ChangePriceLevel.h.

◆ side

Side::Enum side

Indicates whether it's bid or offer.

Definition at line 48 of file ChangePriceLevel.h.

◆ timestamp

DateTime timestamp

Timestamp of last update used to derive the price level message. The format is nanoseconds since Jan 1st, 1970, 00:00:00 GMT. The nanosecond part is currently 000 and might be supported later.

Definition at line 72 of file ChangePriceLevel.h.